Is this a coincidence or have I discovered a fun philological tid bit? In the nominative case, quae is plural neuter and feminine singular. In the nominative case, haec is plural neuter and feminine singular. I would like to include ea and illa too, but almost all neuter plurals in the nominative end in a.

Whether it is an unexplainable coincidence or not, it at least helps me remember the pronouns

Maybe not so much a coincidence but evidence of how language develops. I always found that it was helpful to think across declensions (that is, examine one case and number in each declension). While we memorized them in our early latin days as individual declensions, I find similarities such as the one you pointed out become more evident when thinking across the declensions.